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math.OC2026
A counterexample to global convergence of classical DFP under the standard strong Wolfe conditions
Benqi Liu, Zichen Wang, Zaiwen Wen +2
A long-standing open question in quasi-Newton optimization asks whether the classical Davidon--Fletcher--Powell (DFP) method converges globally on uniformly convex objectives when…
math.OC2026
The Error in Multivariate Linear Extrapolation with Applications to Derivative-Free Optimization
Liyuan Cao, Zaiwen Wen, Ya-xiang Yuan
We study in this paper the function approximation error of multivariate linear extrapolation. The sharp error bound of linear interpolation already exists in the literature. Howeve…
math.OC2024
Gauss-Newton Temporal Difference Learning with Nonlinear Function Approximation
Zhifa Ke, Junyu Zhang, Zaiwen Wen
In this paper, a Gauss-Newton Temporal Difference (GNTD) learning method is proposed to solve the Q-learning problem with nonlinear function approximation. In each iteration, our m…